+34.0%
HDB vs COO
+43.7%
-9.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.2% |
| 7D | -2.0% | -2.3% | +0.2% | -1.4% |
| 30D | -4.9% | -8.8% | +3.9% | -2.3% |
| 3M | -2.3% | +1.3% | -3.7% | -2.9% |
| 6M | -23.7% | -11.6% | -12.1% | -21.2% |
| YTD | -38.5% | -17.4% | -21.1% | -35.3% |
| 1Y | -36.5% | -1.6% | -34.9% | -36.9% |
| 3Y | -28.5% | -22.6% | -5.8% | -25.8% |
| 5Y | -37.4% | -40.3% | +3.0% | -30.2% |
| 10Y | +34.0% | +45.2% | -11.2% | +18.0% |
| All | +34.0% | +43.7% | -9.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling